Stochastic processes
Series: Dover Books on MathematicsPublication details: Dover Publications, 2015. Mineola:Description: xi, 324 p.; pb; 24 cmISBN:- 9780486796888
- 519.2 PAR
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Books | IIT Gandhinagar General Stacks | General | 519.2 PAR (Browse shelf(Opens below)) | 1 | Available | 029400 |
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519.2 KAH Some random series of functions | 519.2 KUN Stochastic flows and stochastic differential equations | 519.2 OKS Stochastic differential equations : an introduction with applications | 519.2 PAR Stochastic processes | 519.2 PAR Introduction to quantum stochastic calculus | 519.2 PIN Lectures on random evolution | 519.2 ROS Applied probability models with optimization applications |
Includes bibliographical references (pages 307-313) and indexes.
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.
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